+134.9%
PDD vs OTIS
+116.3%
+18.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.0% | +1.7% | -2.7% | -1.6% |
| 30D | -2.4% | +18.5% | -20.9% | -8.6% |
| 3M | -14.6% | +7.9% | -22.5% | -17.2% |
| 6M | -19.6% | +5.7% | -25.3% | -21.6% |
| YTD | -30.0% | -9.1% | -20.9% | -27.9% |
| 1Y | -42.5% | -11.6% | -30.9% | -40.1% |
| 3Y | -27.2% | +0.6% | -27.8% | -28.8% |
| 5Y | -8.2% | +1.8% | -10.1% | -12.4% |
| All | +134.9% | +116.3% | +18.6% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling